BIRD Options History — December 2024 In December 2024, BIRD traded between $7.08 and $8.52. ATM implied volatility averaged 165.9%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 50.2%. IV traded above realized volatility by 104.6% (HV 20d: 61.3%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 16 of 16 days.
Notable Days 2024-12-06 : Largest IV spike — 59.3% change2024-12-11 : Highest IV Rank — 24.2%2024-12-11 : Largest Expected Move — 52.7%Monthly Statistics Metric Avg Min Max Open Close Price $7.90 $7.08 $8.52 $8.39 $7.26 Max Pain $0.50 $0.50 $0.50 $0.50 $0.50 ATM IV 165.9% 105.8% 183.9% 171.7% 178.0% Expected Move 50.2% 30.3% 52.7% 49.2% 51.0% HV 20d 61.3% 48.4% 83.6% 83.1% 53.6% HV 60d 70.6% 64.1% 87.4% 87.4% 65.3% IV Rank 20.8% 9.4% 24.2% 21.9% 23.1% IV Percentile 62.7% 19.0% 75.8% 67.1% 68.3% Term Structure 66.6% 6.3% 109.4% 6.3% 65.3% Skew 25d 3.1% -8.8% 44.8% 4.6% 6.2% Skew 10d 12.5% 1.0% 46.6% 16.0% 15.5% Call IV 25d 175.9% 83.9% 189.7% 171.7% 178.4% Put IV 25d 179.0% 128.7% 185.2% 176.3% 184.6% Bid-Ask Spread % 81.44 6.30 101.85 9.19 82.70 Gamma HHI 0.33 0.33 0.34 0.33 0.34 Net GEX 13.4K 12.6K 14.3K 13.1K 14.0K Net DEX -13.2M -14.3M -11.6M -14.0M -11.9M Net VEX -2.8K -3.7K -2.1K -3.7K -2.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18,369.063 18,108 18,422 18,422 18,108
Daily Data (16 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-12-03 $8.39 $0.50 171.7% 49.2% 83.1% 21.9% 0.0% 4.6% 6.3% 13.1K -14.0M -3.7K 0.00 9.19 N/A N/A 0 0 17,411 1,011 2024-12-04 $8.04 $0.50 105.8% 30.3% 83.6% 9.4% 0.0% 44.8% 94.1% 13.5K -13.4M -3.7K 0.00 6.30 N/A N/A 0 0 17,404 1,010 2024-12-05 $7.96 $0.50 108.0% 51.7% 83.4% 9.8% 0.0% 0.2% 35.7% 13.6K -13.3M -3.4K 0.00 101.85 N/A N/A 0 0 17,404 1,010 2024-12-06 $8.07 $0.50 172.1% 51.8% 81.1% 22.0% 0.0% -1.6% 83.3% 13.4K -13.5M -3.4K 0.00 100.87 N/A N/A 0 0 17,404 1,010 2024-12-09 $8.03 $0.50 172.6% 51.9% 71.7% 22.0% 0.0% -2.4% 71.7% 13.5K -13.4M -2.9K 0.00 91.71 N/A N/A 0 0 17,404 1,010 2024-12-10 $8.17 $0.50 122.4% 52.2% 49.4% 12.5% 0.0% -3.9% 76.4% 13.1K -13.7M -2.9K 0.00 90.44 N/A N/A 0 0 17,404 1,010 2024-12-11 $8.52 $0.50 183.9% 52.7% 49.8% 24.2% 0.0% -8.8% 44.8% 12.6K -14.3M -2.6K 0.00 87.97 N/A N/A 0 0 17,404 1,010 2024-12-12 $8.30 $0.50 183.0% 52.5% 50.6% 24.0% 0.0% -6.7% 49.5% 12.8K -13.9M -2.7K 0.00 89.22 N/A N/A 0 0 17,396 1,010 2024-12-13 $8.13 $0.50 178.2% 51.1% 50.9% 23.1% 0.0% 3.6% 81.9% 13.4K -13.5M -3.5K 0.00 90.34 N/A N/A 0 0 17,396 1,010 2024-12-16 $8.30 $0.50 182.6% 52.3% 51.4% 24.0% 0.0% -4.8% 33.8% 12.6K -14.0M -2.3K 0.00 88.53 N/A N/A 0 0 17,396 1,010 2024-12-17 $7.79 $0.50 180.0% 51.6% 53.7% 23.5% 0.0% 1.1% 104.6% 13.2K -13.0M -2.3K 0.00 92.71 N/A N/A 0 0 17,396 998 2024-12-18 $7.91 $0.50 180.7% 51.8% 48.4% 23.6% 0.0% -1.1% 52.4% 12.8K -13.3M -2.2K 0.00 91.34 N/A N/A 0 0 17,396 998 2024-12-19 $7.27 $0.50 178.2% 51.1% 57.2% 23.1% 0.0% 6.1% 102.9% 14.0K -12.1M -2.5K 0.00 94.52 N/A N/A 0 0 17,396 997 2024-12-20 $7.11 $0.50 178.4% 51.2% 57.3% 23.2% 0.0% 6.1% 54.2% 14.3K -11.8M -2.5K 0.00 93.14 N/A N/A 0 0 17,386 997 2024-12-23 $7.08 $0.50 178.5% 51.2% 55.0% 23.2% 0.0% 6.4% 109.4% 14.1K -11.6M -2.1K 0.00 92.16 N/A N/A 0 0 17,224 885 2024-12-24 $7.26 $0.50 178.0% 51.0% 53.6% 23.1% 0.0% 6.2% 65.3% 14.0K -11.9M -2.3K 0.00 82.70 N/A N/A 0 0 17,224 884
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